meow-meow-hood 0.1.0

A robinhood api wrapper for option data

Meow-Meow-Hood API

A Robinhood API wrapper for fast option market data

Installation

uv add meow-meow-hood
pip install meow-meow-hood

Why?

If you're using Robinhood as a broker still...
And if you want to view option market data at a reasonable speed. This was made for fun.

Authentication

Ensure you are logged in locally to Robinhood on either:

• Chrome
• Firefox

It works by extracting the locally stored access token from the browser folder.
By default it will automatically try to extract the token, this can be disabled on class creation.
You will need to pass in the access token manually if extract_token is disabled.
Config folder is created at the cwd labeled .meow-meow-hood.
Ensure you select the correct browser on class creation current default is Chrome.
Use either Chrome() or Firefox() for the browser= parameter.
If cache enabled db file is placed inside this folder. Same for extract_token.

Robinhood(extract_token=False, access_token="...")

Usage

JSON responses are returned as named data classes for easier parsing.
Examples: FullQuote, OptionInstrument, OptionGreekData, etc.\

@dataclass(frozen=True, slots=True)
class FullQuote(ApiPayloadMixin):
    ask_price: float
    ask_size: int
    bid_price: float
    bid_size: int
    ...

(Refer to robinhood/api_dataclasses.py for full implementation details.)

OptionRequest is the main class when requesting option data.

OptionRequest(
    *,
    symbol: str,
    exp_date: str | None = None,
    option_type: Literal['call', 'put'] | None = None,
    strike_price: float | None = None
)

Example:

# With context manager
with Robinhood() as rh:
  spy_dates: list[str] = rh.get_expiration_dates("SPY")
  spy_request1 = OptionRequest(symbol="SPY", exp_date=spy_dates[0])
  spy_option_data = rh.get_option_greeks_batch_request(spy_request1)
  for option_request, options in spy_option_data.items():
    print(option_request, len(options))

# No context manager
rh = Robinhood()
spy_quote: FullQuote = rh.get_stock_quotes("SPY")
print(spy_quote.ask_price)
rh.close()

Local caching

This library uses a local SQLite database to cache option instruments and reduce the amount of requests made per call.
Cache is validated with a TTL of the next day at 9:30 EDT.
See /docs/design_notes.md for more details

Example where caching improves speed.

with Robinhood(enable_cache = True) as rh:
  dates = rh.get_expiration_dates("SPY")
  strike_map = rh.get_strike_prices(symbol="SPY",exp_date=dates[0])
  call_request = OptionRequest(
    symbol="SPY",
    exp_date=dates[0],
    option_type="call",
  )
  strikes = strike_map[call_request]
  spy_option_list = []
  # Generate a list of OptionRequests you want to view
  for s in strikes:
    opt_req = OptionRequest(symbol="SPY",exp_date=dates[0],strike_price=s)
    spy_option_list.append(opt_req)

  while True:
    option_data = rh.get_option_greeks_batch_request(spy_option_list)
    for option_request, options in option_data.items():
      option = options[0]
      print(option_request.strike_price, option.ask_price, option.bid_price)
    # Delay should be added to avoid rate limit
    time.sleep(0.25)

Trust Me Bro Benchmarks

Benchmark summary for 10 symbols[^benchmark-symbols] and the second nearest expiration date across 10 runs(~1.6k options returned per run).

Metric	Cold Cache	Warm Cache	Improvement
Average get_expiration_dates time	0.06957s	0.00013s	99.81%
Average get_strike_prices time	0.31505s	0.00029s	99.91%
Average get_option_greeks_batch_request time	3.48793s	1.18787s	65.94%
Average total time per run	7.33413s	1.19204s	83.75%

Cold cache represents a run without any cached option data. Warm cache represents a run with cache hits.

[^benchmark-symbols]: SPY, TSLA, QQQ, NVDA, GOOG, MSFT, AMZN, TSM, META, JPM

TODO log

See /docs/todo.md for planned features.